Optimal control for coupled systems governed by Petrowsky type equations with control-constrained and infinite number of variables
Hussain A. El-Saify, G. M. Bahaa (2003)
Mathematica Slovaca
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Hussain A. El-Saify, G. M. Bahaa (2003)
Mathematica Slovaca
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Charalambos D. Charalambous (1998)
Kybernetika
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In this paper we introduce the sufficient statistic algebra which is responsible for propagating the sufficient statistic, or information state, in the optimal control of stochastic systems. Certain Lie algebraic methods widely used in nonlinear control theory, are then employed to derive finite- dimensional controllers. The sufficient statistic algebra enables us to determine a priori whether there exist finite-dimensional controllers; it also enables us to classify all finite-dimensional...
Karel Sladký (1974)
Kybernetika
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N. Osmolovskii, H. Maurer (2007)
Control and Cybernetics
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Adam Czornik (2004)
Control and Cybernetics
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Ewa Drabik (1996)
Applicationes Mathematicae
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Two kinds of strategies for a multiarmed Markov bandit problem with controlled arms are considered: a strategy with forcing and a strategy with randomization. The choice of arm and control function in both cases is based on the current value of the average cost per unit time functional. Some simulation results are also presented.